Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47828.46 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46433.57 Kr¶

PnL: ---------------------------------------> -455.0 Kr¶

DD now: ---------------------------------> -1.648 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 16:26:56.351886'

Anic Portfolio¶

Today¶

Return: -0.428 %¶

This Week¶

Return: 0.621 %¶

Total¶

Return: 56.578 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.440000 2870.000000 234.000000 8.880000 2636.000010
Beijer Electronics Group 26 -0.660000 3135.600000 164.600000 5.540000 2971.000006
Corem Property Group B 59 -3.180000 664.930000 87.930000 15.240000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -4.270000 439.200000 84.200000 23.720000 355.000000
Boozt 12 1.490000 1719.600000 65.600000 3.970000 1653.999996
HMS Networks 2 0.000000 717.200000 44.200000 6.570000 673.000000
OEM International B 7 1.400000 556.500000 28.500000 5.400000 527.999997
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 0.620000 549.200000 22.200000 4.210000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Essity A 4 0.340000 1168.000000 19.000000 1.650000 1149.000000
Karnov Group 9 0.160000 552.600000 16.600000 3.100000 536.000004
Coor Service Management Hold. 8 -0.440000 547.200000 15.200000 2.860000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -3.730000 259.920000 13.920000 5.660000 246.000000
Eastnine 4 -0.320000 504.000000 13.000000 2.650000 491.000000
SAAB B 8 1.680000 3387.200000 10.200000 0.300000 3377.000000
Essity B 2 0.070000 583.200000 9.200000 1.600000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
AcadeMedia 12 -0.550000 560.880000 3.880000 0.700000 557.000004
Resurs Holding 22 -1.390000 577.720000 3.720000 0.650000 573.999998
Midsona B 63 -3.830000 585.900000 2.900000 0.500000 582.999984
Fastighetsbolag. Emilshus Pref 21 -2.890000 564.900000 2.900000 0.520000 562.000005
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 0.110000 570.720000 0.720000 0.130000 570.000000
CTEK 13 -1.870000 531.440000 -2.560000 -0.480000 533.999999
Handelsbanken A 5 -1.270000 542.500000 -3.500000 -0.640000 546.000000
Swedbank A 3 -0.740000 559.650000 -4.350000 -0.770000 564.000000
Nordea Bank Abp 29 -0.570000 3448.680000 -5.320000 -0.150000 3453.999992
International Petroleum Corp. 5 1.680000 544.000000 -50.570000 -8.510000 594.565215
Vivesto 1368 1.590000 558.690000 -54.310000 -8.860000 612.999432
Sampo Oyj SDB 7 -0.370000 3780.000000 -70.000000 -1.820000 3850.000000
OX2 18 0.180000 1505.700000 -158.300000 -9.510000 1663.999992
Axfood 13 0.290000 3590.600000 -165.400000 -4.400000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -4.490000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 46433.570000 -455.000000 -1.64802% 46888.564618

Updated:¶

'2023-01-17 16:27:08.904182'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶